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Prediction of a time series
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Joerg
Nov 10, 2012, 8:26:12 AM11/10/12
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Hello,
I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:
y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)
At point t I know the value of y till y(t-4), the exegenous variables till point t-1.
How can I do this in Matlab?
Many thanks for all replies
Joerg
I want to predict a time serious using the NARX-model of the Neural Network Toolbox. But in my special case the forecast function has to look like this:
y(t + 8) = f(y(t-4), y(t-5), ... x(t-1), x(t-2), ...)
At point t I know the value of y till y(t-4), the exegenous variables till point t-1.
How can I do this in Matlab?
Many thanks for all replies
Joerg
Greg Heath
Nov 13, 2012, 7:17:37 PM11/13/12
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"Joerg" wrote in message <k7lklk$svi$1...@newscl01ah.mathworks.com>...
As I've answered previously in ANSWERS, think in terms of
y(t ) = f(y(t-12), y(t-13), ... x(t-9), x(t-10), ...)
Hope this helps.
Greg
y(t ) = f(y(t-12), y(t-13), ... x(t-9), x(t-10), ...)
Hope this helps.
Greg
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